0.01Open0.02Pre Close11 Volume2.02K Open Interest573.00Strike Price11.00Turnover97.23%IV3.30%PremiumJan 16, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0042Delta0.0016Gamma59252.98Leverage Ratio-0.6406Theta0.0000Rho-250.55Eff Leverage0.0010Vega